Risk measures via \(g\)-expectations (Q2507604)

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Risk measures via \(g\)-expectations
scientific article

    Statements

    title
    Risk measures via \(g\)-expectations (English)
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    publication date
    5 October 2006
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    zbMATH Keywords
    coherent/convex risk measure
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    dynamic risk measure
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    \(g\)-expectation
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    insurance premium
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    Identifiers

    Mathematics Subject Classification ID
    91B30
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    60H30
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    60H10
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    zbMATH DE Number
    5060506
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    Wikidata QID
    Q56767254
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